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Have you tried contacting the index makers to see if they have this data? That would be my suggestion though it is worth noting that as companies have different quarter ends, it isn't that easy to generate a quarterly EPS for the index easily.
– JB KingApr 14 '13 at 22:42

1 Answer
1

This will be difficult, as the composition of the Russell 3000 will change from year to year. The same is true for the Dow (assuming you mean DJIA), but there are rather fewer members of that index! Companies don't all have the same fiscal years or quarter end dates, which further complicates this.

In order to get correct data, you'll need to contact whomever maintains each index. That will be the best source, although it is unlikely to be free of charge.